Anic Equity¶

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Total return since start: 0.715 %¶

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Equity now: -----------------------------> 52380.72 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 48249.65 Kr¶

PnL: ---------------------------------------> -682.35 Kr¶

DD now: ---------------------------------> -1.392 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-14 16:49:37.910810'

Anic Portfolio¶

Today¶

Return: 0.587 %¶

This Week¶

Return: 0.123 %¶

Total portfolio value¶

Return including deposits: 71.481 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Nederman Holding 11 -0.930000 2332.000000 143.000000 6.530000 2189.000000
BHG Group 49 7.080000 703.640000 64.640000 10.120000 638.999984
Xvivo Perfusion 3 0.680000 888.000000 43.000000 5.090000 845.000001
Sedana Medical 135 5.680000 4368.600000 37.600000 0.870000 4330.999935
Biotage 4 1.410000 632.800000 29.800000 4.940000 603.000000
Embracer Group B 26 2.510000 691.470000 29.470000 4.450000 661.999988
Vitrolife 3 1.730000 704.400000 27.400000 4.050000 677.000001
Fortnox 10 1.980000 689.800000 21.800000 3.260000 668.000000
Eastnine 6 0.000000 678.000000 21.000000 3.200000 657.000000
Addtech B 3 0.340000 717.600000 17.600000 2.510000 699.999999
Humana 40 3.620000 686.400000 12.400000 1.840000 674.000000
Svolder B 35 -0.160000 2189.250000 10.250000 0.470000 2179.000005
SynAct Pharma 9 -0.550000 654.300000 9.300000 1.440000 645.000003
Addnode Group B 6 -0.240000 758.400000 6.400000 0.850000 751.999998
NCC B 7 0.000000 656.600000 2.600000 0.400000 653.999997
Latour B 2 -0.750000 448.600000 -0.400000 -0.090000 449.000000
Indutrade 5 -0.790000 1318.000000 -2.000000 -0.150000 1320.000000
SCA A 4 0.950000 593.600000 -5.400000 -0.900000 599.000000
Volati 5 -1.050000 567.000000 -7.000000 -1.220000 574.000000
NCC A 6 -1.800000 589.200000 -9.800000 -1.640000 598.999998
Gaming Innovation Group 161 0.780000 4177.950000 -10.050000 -0.240000 4187.999942
Sampo Oyj SDB 1 -1.100000 493.000000 -12.000000 -2.380000 505.000000
Sdiptech B 3 -1.820000 809.400000 -12.600000 -1.530000 822.000000
BONESUPPORT HOLDING 10 0.040000 1210.500000 -13.500000 -1.100000 1224.000000
Profoto Holding 7 -1.930000 568.400000 -13.600000 -2.340000 581.999999
Investor B 3 -0.690000 644.250000 -13.750000 -2.090000 657.999999
Nolato B 12 -2.590000 630.600000 -17.400000 -2.690000 648.000000
Balco Group 39 2.490000 1844.700000 -30.300000 -1.620000 1874.999997
Lime Technologies 2 -4.120000 559.000000 -34.000000 -5.730000 593.000000
Ambea 68 1.160000 2494.240000 -42.760000 -1.690000 2537.000032
Creades A 7 -0.570000 545.650000 -65.350000 -10.700000 610.999998
Lundin Gold 7 -1.070000 907.200000 -66.800000 -6.860000 973.999999
Investor A 16 -0.880000 3435.200000 -109.800000 -3.100000 3545.000000
New Wave B 40 0.040000 3761.600000 -154.400000 -3.940000 3916.000000
Wästbygg Gruppen B 80 -1.790000 2640.000000 -231.000000 -8.050000 2871.000000
Bactiguard Holding B 37 3.300000 2660.300000 -306.700000 -10.340000 2966.999993
TOTAL 48249.650000 -682.350000 -1.39237% 48931.999868

Updated:¶

'2023-06-14 16:49:55.680184'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶